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l1_newton_l2: Example and Test

Source Code  function [ok] = newton_l2_ok() ok = true; % ------------------------------------------------------------------------ % You can change these parameters ell = 4; % number of L1 equations m = 3; % number of L2 equations n = 2; % number of variables in combined minimization problem % ------------------------------------------------------------------------ % Define the problem rand('seed', 123); A = rand(ell, n); a = rand(ell, 1); B = rand(ell, n); b = rand(ell, 1); mu = rand(1, 1); up = rand(ell, 1); um = rand(ell, 1); vp = rand(ell, 1); vm = rand(ell, 1); w = rand(ell, 1); x = rand(n, 1); Z_ll = zeros(ell, ell); Z_ln = zeros(ell, n); Z_nl = zeros(n, ell); I_l = eye(ell); % dF = [ ... diag(vp) , Z_ll , diag(up), Z_ll , Z_ll, Z_ln Z_ll , diag(vm) , Z_ll , diag(um), Z_ll, Z_ln -I_l , Z_ll , Z_ll , Z_ll , -I_l, Z_ln Z_ll , -I_l , Z_ll , Z_ll , +I_l, Z_ln Z_ll , Z_ll , -I_l , +I_l , Z_ll, A Z_nl , Z_nl , Z_nl , Z_nl , A' , B'*B ]; F = [ ... up .* vp - mu um .* vm - mu +1 - up - w +1 - um + w A * x - vp + vm - a A' * w + B' * B * x - B' * b ... ]; [dup, dum, dvp, dvm, dw, dx] = ... l1_newton_l2(A, a, B, b, mu, up, um, vp, vm, w, x); delta = [dup ; dum ; dvp ; dvm ; dw ; dx]; ok = ok & max( abs( F + dF * delta ) ) <= 1e-10; % return end 
Input File: test/newton_l2_ok.m